Semiparametric Fixed-Effects Estimator

François Libois and Vincenzo Verardi

No 1201, Working Papers from University of Namur, Department of Economics

Abstract: This paper describes the Stata implementation of Baltagi and Li's (2002) series estimator of partially linear panel data models with fixed effects. After a brief description of the estimator itself, we describe the new command xtsemipar. We then simulate data to show that this estimator performs better than a fixed effect estimator if the relationship between two variables is unknown or quite complex.

Keywords: xtsemipar; Semiparametric estimations (search for similar items in EconPapers)
JEL-codes: C14 C21 (search for similar items in EconPapers)
Pages: 11 pages
Date: 2012-02
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

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http://www.fundp.ac.be/eco/economie/recherche/wpseries/wp/1201.pdf First version, 2012 (application/pdf)

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Journal Article: Semiparametric fixed-effects estimator (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:nam:wpaper:1201

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